Stability properties of constrained jump-diffusion processes.
Atar, Rami; Budhiraja, Amarjit
Electronic Journal of Probability [electronic only] (2002)
- Volume: 7, page Paper No. 22, 31 p., electronic only-Paper No. 22, 31 p., electronic only
- ISSN: 1083-589X
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topAtar, Rami, and Budhiraja, Amarjit. "Stability properties of constrained jump-diffusion processes.." Electronic Journal of Probability [electronic only] 7 (2002): Paper No. 22, 31 p., electronic only-Paper No. 22, 31 p., electronic only. <http://eudml.org/doc/122631>.
@article{Atar2002,
author = {Atar, Rami, Budhiraja, Amarjit},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {jump diffusion processes; Skorokhod map; stability cone; Harris recurrence},
language = {eng},
pages = {Paper No. 22, 31 p., electronic only-Paper No. 22, 31 p., electronic only},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Stability properties of constrained jump-diffusion processes.},
url = {http://eudml.org/doc/122631},
volume = {7},
year = {2002},
}
TY - JOUR
AU - Atar, Rami
AU - Budhiraja, Amarjit
TI - Stability properties of constrained jump-diffusion processes.
JO - Electronic Journal of Probability [electronic only]
PY - 2002
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 7
SP - Paper No. 22, 31 p., electronic only
EP - Paper No. 22, 31 p., electronic only
LA - eng
KW - jump diffusion processes; Skorokhod map; stability cone; Harris recurrence
UR - http://eudml.org/doc/122631
ER -
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